Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373398.0959 | 240062.6177 | 133335.4782 | 245391.1466 | 68713.1392 | 176678.0074 |
Total P&L (%) | 373.3981 | 240.0626 | 133.3355 | 245.3911 | 68.7131 | 176.678 |
Avg Daily Profit (%) | 0.199 | 0.1279 | 0.071 | 0.0661 | 0.0279 | 0.0542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84094 | -66312 | -69207 | -368193 | -179923 | -282084 |
Profit Factor | 1.613 | 1.874 | 1.3986 | 1.1306 | 1.0774 | 1.1782 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 50 | 42.8571 | 57.1429 | 50 | 42.8571 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.613 | 2.4987 | 1.0489 | 1.1306 | 1.4365 | 0.8836 |
Largest Winning Trade | 85598 | 85598 | 52538 | 162126 | 162126 | 117675 |
Largest Losing Trade | -60520 | -34497 | -60520 | -241227 | -106442 | -241227 |
Avg Bars in Trades | 55 | 43 | 66 | 55 | 43 | 66 |
Avg Bars in Winners | 59 | 38 | 74 | 59 | 38 | 74 |
Avg Bars in Losers | 51 | 47 | 56 | 51 | 47 | 56 |
Bars Traded | 5425 | 2148 | 3277 | 5425 | 2148 | 3277 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393357 | -21372 | -96365 | -181344 | -293790 | -145654 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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